Back test tick by tick not working

• 06/29/2020 at 11:11 AM #137478
  deletedaccount100622

  Hi

  at the moment all of my back tests are only closing positions at the end of candles even though testing with tick by tick enabled, is this happening to anyone else?

  Thanks

  Ruark

  

  deletedaccount100622

  Participant

  Topics: 13

  Replies: 116

  Been thanked: 60 times
  06/29/2020 at 11:44 AM #137487
  GraHal

  Is it Systems with orders for TP and SL that you are backtesting?

  

  GraHal

  Participant

  Topics: 215

  Replies: 8895

  Been thanked: 2229 times
  06/29/2020 at 11:54 AM #137488
  deletedaccount100622

  The one is a vanilla set stop at X% and TP at X% on opening the position

  My other systems do the same but the move the stop and TP at the close of the bar but a stop and take profit is always in place

  

  deletedaccount100622

  Participant

  Topics: 13

  Replies: 116

  Been thanked: 60 times
  06/29/2020 at 12:01 PM #137489
  Nicolas

  It’s working. You will never get the exact precise time of when the position is closed. The “exit date” column just tells the bar of the current timeframe when the exit happened.

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20863

  Been thanked: 4775 times
  06/29/2020 at 12:06 PM #137490
  deletedaccount100622

  If that were the case would the results not change when I tested with tick by tick checked and unchecked? I the past this had a significant impact on the results

  In the image below tick by tick is checked on the left but not on the right and the results are exactly the same

  

  deletedaccount100622

  Participant

  Topics: 13

  Replies: 116

  Been thanked: 60 times
  06/29/2020 at 2:14 PM #137502
  Nicolas

  Is that the results of optimization? and not a simple backtest without variables optimization?

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20863

  Been thanked: 4775 times
  06/29/2020 at 2:22 PM #137506
  Nicolas

  It seems that there are no bars experiencing the 0-bar issue in which both the TP and SL levels are contained. So the results with or w/o the tick by tick mode should be the same in this case.

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20863

  Been thanked: 4775 times
  06/29/2020 at 2:31 PM #137507
  deletedaccount100622

  The code is optimised but has switches for VWAP and Breakeven, which I have inverted for the test below but the result of tick by tick or not is still the same

  This is happening for all the codes I run, MTF and non MTF

  For the system attached below there is a signal line on line 45 to uncomment to run the test, the attached file has the original VWAP and Breakeven settings

  Thanks

   

  

  deletedaccount100622

  Participant

  Topics: 13

  Replies: 116

  Been thanked: 60 times
  06/29/2020 at 3:32 PM #137519
  Nicolas

  Sorry but do you expect me to inspect all orders to check if each bar contain at the same time the stoploss and the takeprofit levels? 🙄

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20863

  Been thanked: 4775 times
• Author
  Posts